-51.1%
DOCS vs MTSI
+153.3%
-204.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -18.4% | +14.1% | +0.7% |
| 7D | -1.3% | -24.6% | +23.3% | +5.9% |
| 30D | +19.4% | -45.7% | +65.1% | +39.2% |
| 3M | +53.4% | -27.7% | +81.1% | +60.2% |
| 6M | +28.8% | -37.3% | +66.1% | +33.4% |
| YTD | -25.1% | +11.1% | -36.2% | -42.5% |
| 1Y | -48.1% | +27.2% | -75.3% | -63.4% |
| 3Y | +51.4% | +153.7% | -102.3% | -38.4% |
| 5Y | -51.1% | +159.0% | -210.1% | -81.3% |
| All | -51.1% | +153.3% | -204.4% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling